Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47273.51 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45878.53 Kr¶

PnL: ---------------------------------------> -1010.04 Kr¶

DD now: ---------------------------------> -2.789 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:56:21.152052'

Anic Portfolio¶

Today¶

Return: -0.339 %¶

This Week¶

Return: -1.335 %¶

Total¶

Return: 54.761 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
SAAB B 8 0.870000 3437.600000 60.600000 1.790000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.360000 393.400000 38.400000 10.820000 355.000000
Corem Property Group B 59 -1.910000 605.340000 28.340000 4.910000 576.999999
Boozt 12 0.650000 1678.800000 24.800000 1.500000 1653.999996
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Resurs Holding 22 -1.240000 594.440000 20.440000 3.560000 573.999998
Intrum 4 3.130000 546.800000 19.800000 3.760000 527.000000
OEM International B 7 1.430000 545.300000 17.300000 3.280000 527.999997
Nordea Bank Abp 29 0.030000 3470.140000 16.140000 0.470000 3453.999992
Eastnine 4 0.480000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 -0.620000 576.150000 12.150000 2.150000 564.000000
Securitas B 6 0.020000 578.880000 8.880000 1.560000 570.000000
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 2.010000 539.760000 5.760000 1.080000 533.999999
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -0.370000 533.200000 1.200000 0.230000 532.000000
Handelsbanken A 5 0.140000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -3.580000 539.200000 -34.800000 -6.060000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 3.850000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Beijer Electronics Group 26 -10.100000 2823.600000 -147.400000 -4.960000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 1.990000 1431.000000 -233.000000 -14.000000 1663.999992
Axfood 13 -3.160000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45887.880000 -1000.690000 -2.76996% 46888.564618

Updated:¶

'2023-01-26 15:55:08.798744'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶